Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49171.58 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45110.04 Kr¶

PnL: ---------------------------------------> 54.04 Kr¶

DD now: ---------------------------------> -7.434 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:31:54.506730'

Anic Portfolio¶

Today¶

Return: -1.1 %¶

This Week¶

Return: -0.267 %¶

Total portfolio value¶

Return including deposits: 60.975 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.100000 1669.320000 200.320000 13.640000 1468.999998
Orrön Energy 180 -1.630000 2166.300000 123.300000 6.040000 2043.000000
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Sagax B 4 0.800000 904.400000 50.400000 5.900000 854.000000
Hoist Finance 35 0.860000 1025.500000 45.500000 4.640000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Hexatronic Group 12 0.070000 1002.480000 35.480000 3.670000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.760000 981.600000 20.600000 2.140000 960.999996
OX2 13 1.570000 969.800000 19.800000 2.080000 949.999999
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
BioGaia B 8 -1.520000 936.000000 6.000000 0.650000 930.000000
HEXPOL B 9 -0.090000 1026.900000 5.900000 0.580000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
VEF 909 -3.140000 1848.910000 -1.090000 -0.060000 1850.000436
AcadeMedia 8 -1.650000 399.680000 -2.320000 -0.580000 402.000000
Sedana Medical 93 -5.380000 2518.440000 -2.560000 -0.100000 2521.000011
Byggmax Group 33 -2.640000 947.760000 -8.240000 -0.860000 956.000001
Clas Ohlson B 12 -2.010000 964.200000 -8.800000 -0.900000 972.999996
ASSA ABLOY B 3 -1.620000 767.100000 -11.900000 -1.530000 779.000001
Addnode Group B 11 0.550000 906.950000 -14.050000 -1.530000 921.000003
EQT 4 -2.250000 817.600000 -14.400000 -1.730000 832.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.360000 905.750000 -34.250000 -3.640000 940.000000
Indutrade 5 -1.090000 1177.000000 -41.000000 -3.370000 1218.000000
Latour B 4 -0.150000 814.800000 -42.200000 -4.920000 857.000000
Vitec Software Group B 2 -2.740000 1030.000000 -57.000000 -5.240000 1087.000000
Bufab 3 -0.800000 1042.200000 -66.800000 -6.020000 1109.000001
BHG Group 97 -2.040000 1353.150000 -105.850000 -7.250000 1458.999989
Hexagon B 26 -3.100000 3326.700000 -134.300000 -3.880000 3461.000010
TOTAL 45110.040000 54.040000 -7.43363% 45056.000411

Updated:¶

'2023-07-05 16:32:12.564015'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶